+72.6%
AIG vs FSLY
+5.6%
+67.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.1% |
| 7D | -1.4% | +11.2% | -12.6% | -2.1% |
| 30D | -3.3% | -18.2% | +14.8% | -2.4% |
| 3M | +2.2% | +21.9% | -19.7% | +0.4% |
| 6M | -2.1% | +4.0% | -6.2% | -4.4% |
| YTD | -11.2% | +123.1% | -134.3% | -18.5% |
| 1Y | -2.1% | +196.9% | -199.0% | -12.6% |
| 3Y | +34.4% | -1.3% | +35.6% | +24.9% |
| 5Y | +53.7% | -50.2% | +103.9% | +42.0% |
| All | +72.6% | +5.6% | +67.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling